Statistical inference on the drift parameter in fractional Brownian motion with a deterministic drift
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Publication:2980146
DOI10.1080/03610926.2015.1006784zbMath1360.60082OpenAlexW2530765005MaRDI QIDQ2980146
Publication date: 27 April 2017
Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610926.2015.1006784
Gaussian processes (60G15) Parametric hypothesis testing (62F03) Fractional processes, including fractional Brownian motion (60G22) Self-similar stochastic processes (60G18) Asymptotic properties of parametric tests (62F05)
Related Items (3)
Hypotheses testing about the drift parameter in linear stochastic differential equation driven by stable processes ⋮ Sequential testing of hypotheses about drift for Gaussian diffusions ⋮ Statistical inference on the drift parameter in symmetric stable Lévy process with a deterministic drift
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